AVP - Credit Model Development

We are hiring for the role of AVP - Credit Model Development

• Experience in acquisition & account management Credit and Fraud model development with knowledge of Statistical and other Machine Learning techniques like XGBoost, Random Forest, Light GBM etc.
• Lead the Model Monitoring efforts, work closely with Model Owners, Model Users and Report execution teams to track and understand model performance, deep dives to find root causes for performance deteriorations, and device action plans for the same.
• Experience working on Model Documentation and support Model Risk Management team in completing their responsibilities including but not limited to Model validation reviews, Annual Reviews, periodical assessment.
• Strong working knowledge of transactional and credit bureau data e.g., FICO, Transunion, Equifax as well as knowledge of alternative data sources to enhance model development
• Work independently with stakeholders on multiple projects and perform other duties and/or special projects as assigned.
• Strong written/oral communication skills, ability to manage multiple projects simultaneously and deliver results within deadlines with a focus on accuracy and attention to detail.
• Experince in SAS/ SQL, Python/Pyspark, Tableau
• Should have experience leading small teams.